+780.8%
ON vs VIVK
-100.0%
+880.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VIVK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +7.7% | -12.1% | -4.4% |
| 7D | -2.2% | +13.1% | -15.2% | -2.2% |
| 30D | -12.4% | -29.7% | +17.2% | -12.4% |
| 3M | -41.2% | -93.0% | +51.8% | -41.1% |
| 6M | +25.0% | -98.0% | +123.0% | +25.3% |
| YTD | +31.3% | -97.8% | +129.0% | +31.5% |
| 1Y | +45.4% | -100.0% | +145.4% | +46.2% |
| 3Y | -27.4% | -100.0% | +72.6% | -27.1% |
| 5Y | +58.5% | -100.0% | +158.5% | +59.2% |
| 10Y | +561.8% | -100.0% | +661.8% | +562.8% |
| All | +780.8% | -100.0% | +880.8% | +797.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VIVK.
Daily Out/Under-Performance
Portfolio return minus VIVK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIVK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded VIVK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling